STRASMORE/EXPLORE 3,256 QUERIES

TSLA options on February 8, 2021 vs the prior 20 sessions: contracts and put/call mix

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-07-26, from Tesla's Bitcoin 10-K: Feb 8, 2021 on the Tape.

as of scalar 1×7read in context →
event contracts m
0.85
prior avg contracts m
1.09
volume multiple
0.78
baseline sessions
20
event put call
0.52
baseline put call
0.7
callward shift
0.18
Rows × columns
1 × 7
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for TSLA options on February 8, 2021 vs the prior 20 sessions: contracts and put/call mix, derived from the stored result.
ColumnTypeRangeNotes
event_contracts_m number every row is 0.85 count
prior_avg_contracts_m number every row is 1.09 count
volume_multiple number every row is 0.78 count
baseline_sessions number every row is 20
event_put_call number every row is 0.52
baseline_put_call number every row is 0.7
callward_shift number every row is 0.18

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.

Run it yourself

This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.

WITH daily AS (
    SELECT
        toDate(toTimeZone(sip_timestamp, 'America/New_York')) AS session,
        toFloat64(sum(size)) AS contracts,
        toFloat64(sumIf(size, option_type = 'P')) AS put_contracts,
        toFloat64(sumIf(size, option_type = 'C')) AS call_contracts
    FROM global_markets.options_trades
    WHERE ticker LIKE 'O:TSLA2%'
      AND sip_timestamp >= toDateTime('2021-01-08 00:00:00') AND sip_timestamp < toDateTime('2021-02-09 01:00:00')
    GROUP BY session
)
SELECT
    round(maxIf(contracts, session = toDate('2021-02-08')) / 1e6, 2) AS event_contracts_m,
    round(avgIf(contracts, session < toDate('2021-02-08')) / 1e6, 2) AS prior_avg_contracts_m,
    round(maxIf(contracts, session = toDate('2021-02-08')) / avgIf(contracts, session < toDate('2021-02-08')), 2) AS volume_multiple,
    countIf(session < toDate('2021-02-08')) AS baseline_sessions,
    round(maxIf(put_contracts, session = toDate('2021-02-08')) / maxIf(call_contracts, session = toDate('2021-02-08')), 2) AS event_put_call,
    round(sumIf(put_contracts, session < toDate('2021-02-08')) / sumIf(call_contracts, session < toDate('2021-02-08')), 2) AS baseline_put_call,
    round(sumIf(put_contracts, session < toDate('2021-02-08')) / sumIf(call_contracts, session < toDate('2021-02-08')) - maxIf(put_contracts, session = toDate('2021-02-08')) / maxIf(call_contracts, session = toDate('2021-02-08')), 2) AS callward_shift
FROM daily
HAVING countIf(session = toDate('2021-02-08')) > 0 AND countIf(session < toDate('2021-02-08')) > 0
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More from this analysisTesla's Bitcoin 10-K: Feb 8, 2021 on the Tape
Was February 8 a big day for TSLA? Its own prior five months as the yardstick scalar 1×4 → The 2022 exit: the July 20 disclosure 8-K on file, and TSLA's next session scalar 1×5 → Tesla's SEC filings dated February 8, 2021: plus the year-end cash the purchase came out of scalar 1×5 → TSLA on February 8, 2021: the disclosure session, receipted scalar 1×11 → TSLA's next 20 sessions: every close indexed to the February 8, 2021 close series 21×3 → TSLA by half-hour: February 8, 2021 regular session series 13×4 → See all 3,256 queries →